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Algorithmic Short Selling with Python

You're reading from Algorithmic Short Selling with Python Refine your algorithmic trading edge, consistently generate investment ideas, and build a robust long/short product

Product type Paperback

Published in Sep 2021

Publisher Packt

ISBN-13 9781801815192

Length 376 pages

Edition 1st Edition

Languages

Python

Concepts

Financial Technology

Author (1):

Laurent Bernut

View More author details

Table of Contents (17) Chapters

Preface

The Stock Market Game

10 Classic Myths About Short Selling FREE CHAPTER

Take a Walk on the Wild Short Side

Long/Short Methodologies: Absolute and Relative

Regime Definition

The Trading Edge is a Number, and Here is the Formula

Improve Your Trading Edge

Position Sizing: Money is Made in the Money Management Module

Risk is a Number

Refining the Investment Universe

The Long/Short Toolbox

Signals and Execution

Portfolio Management System

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Index

Appendix: Stock Screening

The trading edge formula

"Information is not knowledge."

– Albert Einstein, patent clerk

Who said that science fiction hasn't found its way into the austere world of finance? Ask any hedge fund manager about their edge and you will enter a world of crusaders against corporate cabals, financial Sherlock Holmeses patiently piecing the information puzzle together, and visionaries investing in the next new [insert the next disruptive technological buzzword here…].

Everyone in the trading business will say that you need an edge to make money. Yet, they will never tell you how to build a sustainable one, presumably for fear that dissemination could erode theirs. Understandably, the trading edge has been this mysterious secret sauce.

There are only three common types of edge: technological, information, and statistical, which will be considered over the next few sections.

Technological edge

Any retail trader today...

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Authors (1)

Laurent Bernut

Laurent Bernut

Laurent Bernut has 2 decades of experience in alternative investment space. After the US CPA, he compiled financial statements in Japanese and English for a Tokyo Stock Exchange-listed corporation. After serving as an analyst in two Tokyo-based hedge funds, he joined Fidelity Investments Japan as a dedicated quantitative short-seller. Laurent has built numerous portfolio management systems and developed several quantitative models across various platforms. He currently writes and runs algorithmic strategies and is an undisputed authority on short selling on Quora, where he was nominated top writer for 2017, 2018, and 2019.

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